UC WAR. CALL 12/24 UPAB/ DE000HD62L18 /
| 11/6/2024 9:41:20 PM | Chg.+0.0400 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5900EUR | +7.27% | 0.5700 Bid Size: 20,000 |
0.5800 Ask Size: 20,000 |
United Parcel Servic... | 130.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD62L1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/3/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.24 |
| Parity: | -0.76 |
| Time value: | 0.61 |
| Break-even: | 136.10 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 1.51 |
| Spread abs.: | 0.02 |
| Spread %: | 3.39% |
| Delta: | 0.41 |
| Theta: | -0.11 |
| Omega: | 8.32 |
| Rho: | 0.05 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.7200 |
| Low: | 0.5300 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.28% | ||
|---|---|---|---|
| 1 Month | -23.38% | ||
| 3 Months | -6.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 1.0000 | 0.5400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7823 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 202.92% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
